Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48307.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46611.2 Kr¶

PnL: ---------------------------------------> 254.2 Kr¶

DD now: ---------------------------------> -9.06 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 10:19:00.405135'

Anic Portfolio¶

Today¶

Return: -0.332 %¶

This Week¶

Return: 0.155 %¶

Total portfolio value¶

Return including deposits: 58.147 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 -1.140000 5814.400000 117.400000 2.060000 5697.000000
EnQuest PLC 2351 -0.160000 5821.080000 108.080000 1.890000 5713.000530
Vitec Software Group B 2 -0.500000 1185.000000 98.000000 9.020000 1087.000000
Lindab International 35 0.000000 5687.500000 94.500000 1.690000 5593.000000
Tethys Oil 109 1.200000 5954.670000 43.670000 0.740000 5911.000022
Investor B 27 -1.470000 5714.550000 23.550000 0.410000 5691.000006
AQ Group 12 -0.570000 5196.000000 -67.000000 -1.270000 5262.999996
Volvo B 25 -0.260000 5670.000000 -73.000000 -1.270000 5743.000000
Volvo A 24 -0.430000 5568.000000 -91.000000 -1.610000 5659.000008
TOTAL 46611.200000 254.200000 -9.05965% 46357.000562

Updated:¶

'2023-08-11 10:19:17.123349'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶